Prospectus GOLDMAN SACHS GROUP INC - 10-12-2012 by GS-Agreements

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                                                                                                           Filed Pursuant to Rule 424(b)(2)
                                                                                                    Registration Statement No. 333-176914

The information in this preliminary pricing supplement is not complete and may be changed. This preliminary pricing
supplement is not an offer to sell nor does it seek an offer to buy these securities in any jurisdiction where the offer or
sale is not permitted.

                                                    Subject to Completion. Dated October 12, 2012.
                 Pricing Supplement to the Prospectus dated September 19, 2011, the Prospectus Supplement dated September 19, 2011,
                the General Terms Supplement dated August 24, 2012 and the Product Supplement No. 1629 dated August 24, 2012 — No.

                                                The Goldman Sachs Group, Inc.
                                                             $
                       Autocallable Leveraged Buffered EURO STOXX 50 ® Index-Linked Medium-Term
                                                    Notes, Series D, due
     The notes will not bear interest. The notes will mature on the stated maturity date (expected to be the third scheduled
business day after the determination date) unless they are automatically called on the call observation date (expected to be
between 13 and 15 months after the trade date). Your notes will be automatically called if the closing level of the EURO STOXX
50 ® Index on the call observation date is equal to or greater than the initial index level (set on the trade date and may be higher
or lower than the actual closing level of the index on the trade date), resulting in a payment on the call payment date (expected to
be the third business day after the call observation date) equal to the face amount of your notes plus the product of the call
premium amount of between 11.00% and 13.00% (set on the trade date) times the face amount of your notes. If your notes are
called, the call premium you receive may be less than the increase in the index level from the trade date through the call
observation date.
     If your notes are not automatically called, the amount that you will be paid on your notes on the stated maturity date will be
based on the performance of the index as measured from the trade date to and including the determination date (expected to be
approximately 24 months after the trade date). If the final index level on the determination date is greater than the initial index
level, the return on your notes will be positive. If the final index level declines by up to 20% from the initial index level, you will
receive the face amount of your notes. If the final index level declines by more than 20% from the initial index level, you
will receive less than the face amount of your notes. You could lose your entire investment in the notes.
    If your notes are not automatically called, to determine your payment at maturity we will calculate the index return, which is the
percentage increase or decrease in the final index level from the initial index level. On the stated maturity date, for each $1,000
face amount of your notes you will receive an amount in cash equal to:
                 if the index return is positive (the final index level is greater than the initial index level), the sum of (i) $1,000 plus
            (ii) the product of $1,000 times 1.5 times the index return;
               if the index return is zero or negative but not below -20% (the final index level is equal to or less than the initial
            index level but not by more than 20%), $1,000; or
                if the index return is negative and is below -20% (the final index level is less than the initial index level by more
            than 20%), the sum of (i) $1,000 plus (ii) the product of (a) 1.25 times (b) the sum of the index return plus 20% times
            (c) $1,000.
    Your investment in the notes involves certain risks, including, among other things, our credit risk. See page PS-9.
    The foregoing is only a brief summary of the terms of your notes. You should read the additional disclosure provided herein so
that you may better understand the terms and risks of your investment.
    The estimated value of your notes at the time the terms of your notes are set on the trade date (as determined by
reference to pricing models used by Goldman, Sachs & Co. and taking into account our credit spreads) is equal to
approximately $      per $1,000 face amount, which is less than the original issue price. The value of your notes at any
time will reflect many factors and cannot be predicted; however, the price (not including GS&Co.’s customary bid and
ask spreads) at which GS&Co. would initially buy or sell notes (if it makes a market, which it is not obligated to do) and
the value that GS&Co. will initially use for account statements and otherwise will equal approximately $       per $1,000
face amount, which will exceed the estimated value of your notes as determined by reference to these models. The
amount of the excess will decline on a straight line basis over the period from the trade date through February , 2013.
Original issue price (per $1,000 face amount):                      $    Original issue date (settlement date):                        , 2012
Underwriting discounts: $      Selling commissions: $
Total underwriting discounts and commissions :                      $
Net proceeds to the issuer:                           $
    Neither the Securities and Exchange Commission nor any other regulatory body has approved or disapproved of
these securities or passed upon the accuracy or adequacy of this pricing supplement, the accompanying product
supplement, the accompanying general terms supplement, the accompanying prospectus supplement or the
accompanying prospectus. Any representation to the contrary is a criminal offense. The notes are not bank deposits and
are not insured by the Federal Deposit Insurance Corporation or any other governmental agency, nor are they
obligations of, or guaranteed by, a bank.

                                         Goldman, Sachs & Co.
                                         Pricing Supplement dated     , 2012.
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      The issue price, underwriting discounts and commissions and net proceeds listed above relate to the notes we sell
initially. We may decide to sell additional notes after the date of this pricing supplement, at issue prices and with underwriting
discounts and net proceeds that differ from the amounts set forth above. The return (whether positive or negative) on your
investment in notes will depend in part on the issue price you pay for such notes.

    Goldman Sachs may use this pricing supplement in the initial sale of the notes. In addition, Goldman, Sachs & Co. or any
other affiliate of Goldman Sachs may use this pricing supplement in a market-making transaction in a note after its initial
sale. Unless Goldman Sachs or its agent informs the purchaser otherwise in the confirmation of sale, this pricing
supplement is being used in a market-making transaction.
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                                                    SUMMARY INFORMATION


       We refer to the notes we are offering by this pricing supplement as the “offered notes” or the “notes”. Each of the offered
 notes, including your notes, has the terms described below. Please note that in this pricing supplement, references to “The
 Goldman Sachs Group, Inc.”, “we”, “our” and “us” mean only The Goldman Sachs Group, Inc. and do not include its
 consolidated subsidiaries. Also, references to the “accompanying prospectus” mean the accompanying prospectus, dated
 September 19, 2011, as supplemented by the accompanying prospectus supplement, dated September 19, 2011, of The
 Goldman Sachs Group, Inc. relating to the Medium-Term Notes, Series D program of The Goldman Sachs Group, Inc.,
 references to the “accompanying general terms supplement” mean the accompanying general terms supplement, dated August
 24, 2012, of The Goldman Sachs Group, Inc. and references to the “accompanying product supplement no. 1629” mean the
 accompanying product supplement no. 1629, dated August 24, 2012, of The Goldman Sachs Group, Inc.
       This section is meant as a summary and should be read in conjunction with the section entitled “General Terms of the
  Underlier-Linked Autocallable Notes” on page S-56 of the accompanying product supplement no. 1629 and “Supplemental
  Terms of the Notes” on page S-12 of the accompanying general terms supplement. Please note that certain features, as noted
  below, described in the accompanying product supplement no. 1629 and general terms supplement are not applicable to the
  notes. This pricing supplement supersedes any conflicting provisions of the accompanying product supplement no. 1629 or the
  accompanying general terms supplement.


                                                                Key Terms

Issuer:   The Goldman Sachs Group, Inc.

Underlier: the EURO STOXX 50 ® Index (Bloomberg symbol, “SX5E Index”)

Specified currency:     U.S. dollars (“$”)

Terms to be specified in accordance with the accompanying product supplement no. 1629:

           type of notes: notes linked to a single underlier

           exchange rates: not applicable

           averaging dates: not applicable

           knock-out event: not applicable

           redemption right or price dependent redemption right: yes, as described below

           cap level: not applicable

           call premium amount: yes, as described below

           call level: yes, as described below

           maturity date premium amount: not applicable

           buffer level: yes, as described below

           interest: not applicable

Face amount: each note will have a face amount of $1,000; $             in the aggregate for all the offered notes; the aggregate face
amount of the offered notes may be increased if the issuer, at its sole option, decides to sell an additional amount of the offered
notes on a date subsequent to the date of this pricing supplement

Purchase at amount other than face amount: the amount we will pay you on the call payment date or the stated maturity date,
as the case may be, for your notes will not be adjusted based on the issue price you pay for your notes, so if you acquire notes at
a premium (or discount) to face amount and hold them to the call payment date or the stated maturity date, it could affect your
investment in a number of ways. The return on your investment in such notes will be lower (or higher) than it would have been had
you purchased the notes at face amount. Also, the stated buffer level would not offer the same measure of protection to your
investment as would be the case if you had purchased the notes at face amount. See “Additional Risk Factors Specific to Your
Notes — If You Purchase Your Notes at a Premium to Face Amount, the Return on Your Investment Will Be Lower Than the
Return on Notes Purchased at Face

                                                              PS-2
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Amount and the Impact of Certain Key Terms of the Notes Will be Negatively Affected” on page PS-11 of this pricing supplement

Cash settlement amount (on the call payment date): if your notes are automatically called, for each $1,000 face amount of
your notes, we will pay you an amount in cash equal to the sum of (i) $1,000 plus (ii) the product of $1,000 times the call premium
amount

Cash settlement amount (on the stated maturity date): if your notes are not automatically called, for each $1,000 face amount
of your notes, we will pay you on the stated maturity date an amount in cash equal to:

            if the final underlier level is greater than the initial underlier level, the sum of (1) $1,000 plus (2) the product of
        (i) $1,000 times (ii) the upside participation rate times (iii) the underlier return;

          if the final underlier level is equal to or less than the initial underlier level but greater than or equal to the buffer level,
        $1,000; or

             if the final underlier level is less than the buffer level, the sum of (1) $1,000 plus (2) the product of (i) $1,000 times
        (ii) the buffer rate times (iii) the sum of the underlier return plus the buffer amount

Initial underlier level (to be set on the trade date and may be higher or lower than the actual closing level of the underlier
on the trade date):

Final underlier level: the closing level of the underlier on the determination date, except in the limited circumstances described
under “Supplemental Terms of the Notes — Consequences of a Market Disruption Event or a Non-Trading Day” on page S-17 of
the accompanying general terms supplement and subject to adjustment as provided under “Supplemental Terms of the Notes —
Discontinuance or Modification of an Underlier” on page S-21 of the accompanying general terms supplement

Underlier return: the quotient of (1) the final underlier level minus the initial underlier level divided by (2) the initial underlier
level, expressed as a percentage

Upside participation rate: 150.00%

Buffer level: 80.00% of the initial underlier level

Buffer amount: 20.00%

Buffer rate: the quotient of the initial underlier level divided by the buffer level, which equals 125.00%

Call observation date (to be set on the trade date): expected to be between 13 and 15 months after the trade date, subject to
adjustment as described under “Supplemental Terms of the Notes — Call Observation Dates” on page S-15 of the accompanying
general terms supplement

Call payment date (to be set on the trade date): expected to be the third business day after the call observation date, subject to
postponement as described under “Supplemental Terms of the Notes— Call Payment Dates” on page S-12 of the accompanying
general terms supplement

Call premium amount (to be set on the trade date): expected to be between 11.00% and 13.00%

Call level: 100.00% of the initial underlier level with respect to the call observation date

Trade date:

Original issue date (settlement date) (to be set on the trade date): expected to be the fifth scheduled business day following
the trade date

Determination date (to be set on the trade date): a specified date that is expected to be approximately 24 months after the
trade date, subject to adjustment as described under “Supplemental Terms of the Notes — Determination Date” on page S-13 of
the accompanying general terms supplement
Stated maturity date (to be set on the trade date): a specified date that is expected to be the third scheduled business day
after the determination date, subject to adjustment as described under “Supplemental Terms of the Notes — Stated Maturity Date”
on page S-12 of the accompanying general terms supplement

                                                             PS-3
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No interest:    the offered notes will not bear interest

No listing:    the offered notes will not be listed on any securities exchange or interdealer quotation system

Redemption: as described under “General Terms of the Underlier-Linked Autocallable Notes — Redemption of Your Notes” on
page S-56 of the accompanying product supplement no. 1629

Closing level: as described under “Supplemental Terms of the Notes — Special Calculation Provisions — Closing Level” on
page S-25 of the accompanying general terms supplement

Business day: as described under “Supplemental Terms of the Notes — Special Calculation Provisions — Business Day” on
page S-25 of the accompanying general terms supplement

Trading day: as described under “Supplemental Terms of the Notes — Special Calculation Provisions — Trading Day” on
page S-25 of the accompanying general terms supplement

Use of proceeds and hedging: as described under “Use of Proceeds” and “Hedging” on page S-71 of the accompanying
product supplement no. 1629

Supplemental discussion of U.S. federal income tax consequences: you will be obligated pursuant to the terms of the notes
— in the absence of a change in law, an administrative determination or a judicial ruling to the contrary — to characterize each
note for all tax purposes as a pre-paid derivative contract in respect of the underlier, as described under “Supplemental
Discussion of Federal Income Tax Consequences” on page S-73 of the accompanying product supplement no. 1629

ERISA: as described under “Employee Retirement Income Security Act” on page S-80 of the accompanying product supplement
no. 1629

Supplemental plan of distribution: as described under “Supplemental Plan of Distribution” on page S-81 of the accompanying
product supplement no. 1629; The Goldman Sachs Group, Inc. estimates that its share of the total offering expenses, excluding
underwriting discounts and commissions, will be approximately $ .

The Goldman Sachs Group, Inc. expects to agree to sell to Goldman, Sachs & Co., and Goldman, Sachs & Co. expects to agree
to purchase from The Goldman Sachs Group, Inc., the aggregate face amount of the offered notes specified on the front cover of
this pricing supplement. Goldman, Sachs & Co. proposes initially to offer the notes to the public at the original issue price set
forth on the cover page of this pricing supplement.

We expect to deliver the notes against payment therefor in New York, New York on              , 2012, which is expected to be the fifth
scheduled business day following the date of this pricing supplement and of the pricing of the notes. Under Rule 15c6-1 of the
Exchange Act, trades in the secondary market generally are required to settle in three business days, unless the parties to any
such trade expressly agree otherwise. Accordingly, purchasers who wish to trade notes on any day prior to three business days
before delivery will be required, by virtue of the fact that the notes are initially expected to settle in five business days (T + 5), to
specify alternative settlement arrangements to prevent a failed settlement.

We have been advised by Goldman, Sachs & Co. that it intends to make a market in the notes. However, neither Goldman,
Sachs & Co. nor any of our other affiliates that makes a market is obligated to do so and any of them may stop doing so at any
time without notice. No assurance can be given as to the liquidity or trading market for the notes.

Calculation agent:     Goldman, Sachs & Co.

CUSIP no.:

ISIN no.:

FDIC : the notes are not bank deposits and are not insured by the Federal Deposit Insurance Corporation or any other
governmental agency, nor are they obligations of, or guaranteed by, a bank

                                                                  PS-4
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                                                    HYPOTHETICAL EXAMPLES

      The following table, examples and chart are provided for purposes of illustration only. They should not be taken as an
indication or prediction of future investment results and are intended merely to illustrate the impact that the various hypothetical
underlier levels on the call observation date or the determination date could have on the cash settlement amount on the call
payment date or on the stated maturity date, as the case may be, assuming all other variables remain constant.

       The examples below are based on a range of underlier levels that are entirely hypothetical; no one can predict what the
closing level of the underlier will be on any day throughout the life of your notes, and no one can predict what the underlier level
will be on the call observation date or on the determination date. The underlier has been highly volatile in the past — meaning
that the underlier level has changed considerably in relatively short periods — and its performance cannot be predicted for any
future period.

      The information in the following examples reflects hypothetical rates of return on the offered notes assuming that they are
purchased on the original issue date at the face amount and held to the call payment date or the stated maturity date, as the case
may be. If you sell your notes in a secondary market prior to the call payment date or the stated maturity date, as the case may
be, your return will depend upon the market value of your notes at the time of sale, which may be affected by a number of factors
that are not reflected in the table below such as interest rates, the volatility of the underlier and our creditworthiness. In addition,
the estimated value of your notes at the time the terms of your notes are set on the trade date (as determined by reference to
pricing models used by Goldman, Sachs & Co.) will be less than the original issue price of your notes. For more information on
the estimated value of your notes, see “Additional Risk Factors Specific to Your Notes — The Estimated Value of Your Notes At
the Time the Terms of Your Notes Are Set On the Trade Date (as Determined By Reference to Pricing Models Used By Goldman,
Sachs & Co.) Will Be Less Than the Original Issue Price Of Your Notes” on page PS-9 of this pricing supplement. The
information in the table also reflects the key terms and assumptions in the box below.


                                                    Key Terms and Assumptions

      Face amount                                                                                $1,000

      Upside participation rate                                                                  150.00%

      Call level on the call observation date                                                    100.00% of the initial underlier level

      Call premium amount                                                                        11.00%

      Buffer level                                                                               80.00% of the initial underlier level

      Buffer rate                                                                                125.00%

      Buffer amount                                                                              20.00%

      Neither a market disruption event nor a non-trading day occurs on the originally
      scheduled call observation date or the originally scheduled determination date

      No change in or affecting any of the underlier stocks or the method by which the
      underlier sponsor calculates the underlier

      Notes purchased on original issue date at the face amount and held to the call
      payment date or the stated maturity date


      Moreover, we have not yet set the initial underlier level that will serve as the baseline for determining the underlier return
and the amount that we will pay on your notes, if any, on the call payment date or at maturity. We will not do so until the trade
date. As a result, the actual initial underlier level may differ substantially from the underlier level prior to the trade date and may
be higher or lower than the actual closing level of the underlier on the trade date.

      For these reasons, the actual performance of the underlier over the life of your notes, as well as the amount payable on the
call payment date or at maturity, if any, may bear little relation to the hypothetical examples shown below or to the historical
underlier levels shown elsewhere in this pricing supplement. For information about the historical levels of the underlier during
recent periods, see “The Underlier — Historical High, Low and Closing Levels of the Underlier” below. Before investing in the
offered notes,

                                                              PS-5
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you should consult publicly available information to determine the levels of the underlier between the date of this pricing
supplement and the date of your purchase of the offered notes.

       Also, the hypothetical examples shown below do not take into account the effects of applicable taxes. Because of the U.S.
tax treatment applicable to your notes, tax liabilities could affect the after-tax rate of return on your notes to a comparatively
greater extent than the after-tax return on the underlier stocks.

      If your notes are automatically called on the call observation date (i.e., on the call observation date the closing level of
the underlier is equal to or greater than the call level), the cash settlement amount that we would deliver for each $1,000 face
amount of your notes on the call payment date would be the sum of $1,000 plus the product of the call premium amount times
$1,000. If, for example, the closing level of the underlier on the call observation date were determined to be 120.000% of the initial
underlier level, your notes would be automatically called and the cash settlement amount that we would deliver on your notes on
the call payment date would be 111.000% of the face amount of your notes or $1,110.00 for each $1,000 of the face amount of
your notes.

       If the notes are not called on the call observation date (i.e., on the call observation date the closing level of the underlier
was less than the call level), the cash settlement amount we would deliver for each $1,000 face amount of your notes on the
stated maturity date will depend on the performance of the underlier on the determination date, as shown in the table below. The
table below assumes that the notes have not been automatically called on the call observation date and reflects hypothetical
cash settlement amounts that you could receive on the stated maturity date. The levels in the left column represent hypothetical
final underlier levels and are expressed as percentages of the initial underlier level. The amounts in the right column represent
the hypothetical cash settlement amounts, based on the corresponding hypothetical final underlier level (expressed as a
percentage of the initial underlier level), and are expressed as percentages of the face amount of a note (rounded to the nearest
one-thousandth of a percent). Thus, a hypothetical cash settlement amount of 100.000% means that the value of the cash
payment that we would deliver for each $1,000 of the outstanding face amount of the offered notes on the stated maturity date
would equal 100.000% of the face amount of a note, based on the corresponding hypothetical final underlier level (expressed as a
percentage of the initial underlier level) and the assumptions noted above.

                                         The Notes Have Not Been Automatically Called

                                                                      Hypothetical Cash Settlement Amount at
               Hypothetical Final Underlier Level on the             Maturity if the Notes Have Not Been Called
                         Determination Date                                 on the Call Observation Date
               (as Percentage of Initial Underlier Level)                (as Percentage of Face Amount)
                              150.000%                                                 175.000%
                              140.000%                                                 160.000%
                              130.000%                                                 145.000%
                              120.000%                                                 130.000%
                              110.000%                                                 115.000%
                              102.000%                                                 103.000%
                              100.000%                                                 100.000%
                               94.000%                                                 100.000%
                               89.000%                                                 100.000%
                               84.000%                                                 100.000%
                               80.000%                                                 100.000%
                               75.000%                                                 93.750%
                               50.000%                                                 62.500%
                               25.000%                                                 31.250%
                               0.000%                                                   0.000%

                                                                PS-6
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     If, for example, the notes have not been automatically called on the call observation date and the final underlier level
were determined to be 25.000% of the initial underlier level, the cash settlement amount that we would deliver on your notes at
maturity would be 31.250% of the face amount of your notes, as shown in the table above. As a result, if you purchased your
notes on the original issue date at the face amount and held them to the stated maturity date, you would lose 68.750% of your
investment (if you purchased your notes at a premium to face amount you would lose a correspondingly higher percentage of your
investment).

     The following chart also shows a graphical illustration of the hypothetical cash settlement amounts (expressed as a
percentage of the face amount of your notes) that we would pay on your notes on the stated maturity date, if the notes have not
been automatically called and the final underlier level (expressed as a percentage of the initial underlier level) were any of the
hypothetical levels shown on the horizontal axis. The chart shows that any hypothetical final underlier level (expressed as a
percentage of the initial underlier level) of less than 80.000% (the section left of the 80.000% marker on the horizontal axis) would
result in a hypothetical cash settlement amount of less than 100.000% of the face amount of your notes (the section below the
100.000% marker on the vertical axis) and, accordingly, in a loss of principal to the holder of the notes.




     The cash settlement amounts shown above are entirely hypothetical; they are based on market prices for the underlier stocks
that may not be achieved on the call observation date or the determination date, as the case may be, and on assumptions that
may prove to be erroneous. The actual market value of your notes on the call payment date, the stated maturity date or at any
other time, including any time you may wish to sell your notes, may bear little relation to the hypothetical cash settlement amounts
shown above, and these amounts should not be viewed as an indication of the financial return on an investment in the offered
notes. The hypothetical cash settlement amounts on notes held to the call payment date or the stated maturity date, as the case
may be, in the examples above assume you purchased your notes at their face amount and have not been adjusted to reflect the
actual issue price you pay for your notes. The return on your investment (whether positive or negative) in your notes will be
affected by the amount you pay for your notes. If you purchase your notes for a price other than the face amount, the return on
your

                                                                PS-7
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investment will differ from, and may be significantly lower than, the hypothetical returns suggested by the above examples. Please
read “Additional Risk Factors Specific to the Underlier-Linked Autocallable Notes — The Market Value of Your Notes May Be
Influenced by Many Unpredictable Factors” on page S-53 of the accompanying product supplement no. 1629.

     Payments on the notes are economically equivalent to the amounts that would be paid on a combination of other instruments.
For example, payments on the notes are economically equivalent to a combination of an interest-bearing bond bought by the
holder and one or more options entered into between the holder and us (with one or more implicit option premiums paid over
time). The discussion in this paragraph does not modify or affect the terms of the notes or the U.S. federal income tax treatment of
the notes, as described elsewhere in this pricing supplement.


We cannot predict the actual closing level of the underlier on the call observation date or the determination date or what the
market value of your notes will be on any particular trading day, nor can we predict the relationship between the underlier level
and the market value of your notes at any time prior to the call payment date or the stated maturity date. The actual amount
that you will receive, if any, on the call payment date or at maturity and the rate of return on the offered notes will depend on the
actual initial underlier level and call premium amount we will set on the trade date and the actual closing level of the underlier on
the call observation date or the determination date determined by the calculation agent as described above. Moreover, the
assumptions on which the hypothetical returns are based may turn out to be inaccurate. Consequently, the amount of cash to
be paid in respect of your notes, if any, on the call payment date or the stated maturity date may be very different from the
information reflected in the table, examples and chart above.


                                                                PS-8
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                                    ADDITIONAL RISK FACTORS SPECIFIC TO YOUR NOTES


       An investment in your notes is subject to the risks described below, as well as the risks described under “Considerations
  Relating to Indexed Securities” in the accompanying prospectus dated September 19, 2011, “Additional Risk Factors Specific
  to the Notes” in the accompanying general terms supplement, and “Additional Risk Factors Specific to the Underlier-Linked
  Autocallable Notes” in the accompanying product supplement no. 1629. You should carefully review these risks as well as
  the terms of the notes described herein and in the accompanying prospectus, dated September 19, 2011, as supplemented
  by the accompanying prospectus supplement, dated September 19, 2011, the accompanying general terms supplement,
  dated August 24, 2012, and the accompanying product supplement no. 1629, dated August 24, 2012, of The Goldman Sachs
  Group, Inc. Your notes are a riskier investment than ordinary debt securities. Also, your notes are not equivalent to investing
  directly in the underlier stocks, i.e., the stocks comprising the underlier to which your notes are linked. You should carefully
  consider whether the offered notes are suited to your particular circumstances.


 The Estimated Value of Your Notes At the Time the Terms of Your Notes Are Set On the Trade Date (as Determined By
 Reference to Pricing Models Used By Goldman, Sachs & Co.) Will Be Less Than the Original Issue Price Of Your Notes

     The original issue price for your notes will exceed the estimated value of your notes as of the time the terms of your notes are
set on the trade date, as determined by reference to Goldman, Sachs & Co.’s pricing models and taking into account our credit
spreads. Such estimated value on the trade date is set forth on the cover of this pricing supplement; after the trade date, the
estimated value as determined by reference to these models will be affected by changes in market conditions, our
creditworthiness and other relevant factors. The price at which Goldman, Sachs & Co. would initially buy or sell your notes (if
Goldman, Sachs & Co. makes a market, which it is not obligated to do), and the value that Goldman, Sachs & Co. will initially use
for account statements and otherwise, will also exceed the estimated value of your notes as determined by reference to these
models. The amount of this excess will decline on a straight line basis over the period from the date hereof through the applicable
date set forth on the cover . Thereafter, if Goldman, Sachs & Co. buys or sells your notes it will do so at prices that reflect the
estimated value determined by reference to such pricing models at that time. The price at which Goldman, Sachs & Co. will buy
or sell your notes at any time also will reflect its customary bid and ask spread for similar sized trades of structured notes.

     In estimating the value of your notes as of the time the terms of your notes are set on the trade date, as disclosed on the front
cover of this pricing supplement, Goldman, Sachs & Co.’s pricing models consider certain variables, including principally our credit
spreads, interest rates (forecasted, current and historical rates), volatility, price-sensitivity analysis and the time to maturity of the
notes. These pricing models are proprietary and rely in part on certain assumptions about future events, which may prove to be
incorrect. As a result, the actual value you would receive if you sold your notes in the secondary market, if any, to others may
differ, perhaps materially, from the estimated value of your notes determined by reference to our models due to, among other
things, any differences in pricing models or assumptions used by others. See “Additional Risk Factors Specific to the
Underlier-Linked Autocallable Notes — The Market Value of Your Notes May Be Influenced by Many Unpredictable Factors” on
page S-53 of the accompanying product supplement no. 1629.

    The difference between the estimated value of your notes as of the time the terms of your notes are set on the trade date and
the original issue price is a result of certain factors, including principally the underwriting discount and commissions, the expenses
incurred in creating, documenting and marketing the notes, and an estimate of the difference between the amounts we pay to
Goldman, Sachs & Co. and the amounts Goldman, Sachs & Co. pays to us in connection with your notes. We pay to Goldman,
Sachs & Co. amounts based on what we would pay to holders of a non-structured note with a similar maturity. In return for such
payment, Goldman, Sachs & Co. pays to us the amounts we owe under your notes.

     In addition to the factors discussed above, the value and quoted price of your notes at any time will reflect many factors and
cannot be predicted. If Goldman, Sachs & Co. makes a market in the notes, the price quoted by Goldman, Sachs & Co. would
reflect any changes in market conditions and other relevant factors, including any deterioration in our creditworthiness or
perceived creditworthiness. These changes

                                                                  PS-9
Table of Contents

may adversely affect the value of your notes, including the price you may receive for your notes in any market making transaction.
To the extent that Goldman, Sachs & Co. makes a market in the notes, the quoted price will reflect the estimated value
determined by reference to Goldman, Sachs & Co.’s pricing models at that time, plus or minus its customary bid and ask spread
for similar sized trades of structured notes (and subject to the declining excess amount described above).

     Furthermore, if you sell your notes, you will likely be charged a commission for secondary market transactions, or the price will
likely reflect a dealer discount. This commission or discount will further reduce the proceeds you would receive for your notes in a
secondary market sale.

     There is no assurance that Goldman, Sachs & Co. or any other party will be willing to purchase your notes at any price and, in
this regard, Goldman, Sachs & Co. is not obligated to make a market in the notes. See “Additional Risk Factors Specific to the
Underlier-Linked Autocallable Notes — Your Notes May Not Have an Active Trading Market” on page S-53 of the accompanying
product supplement no. 1629.

                                      The Notes Are Subject to the Credit Risk of the Issuer

    Although the return on the notes will be based on the performance of the underlier, the payment of any amount due on the
notes is subject to our credit risk. The notes are our unsecured obligations. Investors are dependent on our ability to pay all
amounts due on the notes, and therefore investors are subject to our credit risk and to changes in the market’s view of our
creditworthiness. See “Description of the Notes We May Offer — Information About Our Medium-Term Notes, Series D Program
— How the Notes Rank Against Other Debt” on page S-4 of the accompanying prospectus supplement.

                  The Cash Settlement Amount You May Receive on the Call Payment Date Will Be Capped

     Regardless of the closing level of the underlier on the call observation date, the cash settlement amount you may receive on
the call payment date is capped. Even if the closing level of the underlier on the call observation date exceeds the initial underlier
level, causing the notes to be automatically called, the cash settlement amount on the call payment date will be capped, and you
will not benefit from any increases in the closing level of the underlier above the initial underlier level on the call observation date.
If your notes are automatically called on the call observation date, the maximum payment you will receive for each $1,000 face
amount of your notes will depend on the call premium amount, which will be set on the trade date and is expected to be between
11.00% and 13.00% (resulting in a maximum payment of between $1,110.00 and $1,130.00).

  The Cash Settlement Amount You Will Receive on a Call Payment Date or on the Stated Maturity Date is Not Linked to
the Closing Level of the Underlier at Any Time Other Than on the Call Observation Date or the Determination Date, as the
                                                      Case May Be

    The cash settlement amount you will receive on the call payment date, if any, will be paid only if the closing level of the
underlier on the call observation date is equal to or greater than the initial underlier level. Therefore, the closing level of the
underlier on dates other than the call observation date will have no effect on any cash settlement amount paid in respect of your
notes on the call payment date. In addition, the cash settlement amount you will receive on the stated maturity date, if any, will be
based on the closing level of the underlier on the determination date. Therefore, for example, if the closing level of the underlier
dropped precipitously on the determination date, the cash settlement amount for the notes would be significantly less than it would
otherwise have been had the cash settlement amount been linked to the closing level of the underlier prior to such drop. Although
the actual closing level of the underlier on the call payment date, stated maturity date or at other times during the life of the notes
may be higher than the closing level of the underlier on the call observation date or the determination date, you will not benefit
from the closing levels of the underlier at any time other than on the call observation date or on the determination date.

                                        Your Notes Are Subject to Automatic Redemption

    We will call and automatically redeem all, but not part, of your notes on the call payment date if the closing level of the
underlier on the call observation date is greater than or equal to the call level. Therefore, the term for your notes may be reduced
to as short as thirteen months after the original issue date. You may not be able to reinvest the proceeds from an investment in
the notes at a comparable return for a similar level of risk in the event the notes are called prior to maturity.

                                                                 PS-10
Table of Contents

                                        You May Lose Your Entire Investment in the Notes

      You can lose your entire investment in the notes. If the notes have not been automatically called, the cash payment on your
notes, if any, on the stated maturity date will be based on the performance of the EURO STOXX 50 ® Index as measured from the
initial underlier level set on the trade date (which could be higher or lower than the actual closing level of the underlier on the trade
date) to the closing level on the determination date. If the final underlier level for your notes is less than the buffer level, you will
have a loss for each $1,000 of the face amount of your notes equal to the product of the buffer rate times the sum of the underlier
return plus the buffer amount times $1,000. Thus, you may lose your entire investment in the notes, which would include any
premium to face amount you paid when you purchased the notes.

    Also, the market price of your notes prior to the stated maturity date may be significantly lower than the purchase price you
pay for your notes. Consequently, if you sell your notes before the stated maturity date, you may receive far less than the amount
of your investment in the notes.

                                                 Your Notes Will Not Bear Interest

    You will not receive any interest payments on your notes. As a result, even if the amount payable for your notes on the stated
maturity date exceeds the face amount of your notes, the overall return you earn on your notes may be less than you would have
earned by investing in a non-indexed debt security of comparable maturity that bears interest at a prevailing market rate.

                          You Have No Shareholder Rights or Rights to Receive Any Underlier Stock

     Investing in your notes will not make you a holder of any of the underlier stocks. Neither you nor any other holder or owner of
your notes will have any voting rights, any right to receive dividends or other distributions, any rights to make a claim against the
underlier stocks or any other rights with respect to the underlier stocks. Your notes will be paid in cash and you will have no right
to receive delivery of any underlier stocks.

                  We May Sell an Additional Aggregate Face Amount of the Notes at a Different Issue Price

     At our sole option, we may decide to sell an additional aggregate face amount of the notes subsequent to the date of this
pricing supplement. The issue price of the notes in the subsequent sale may differ substantially (higher or lower) from the issue
price you paid as provided on the cover of this pricing supplement.

If You Purchase Your Notes at a Premium to Face Amount, the Return on Your Investment Will Be Lower Than the Return
    on Notes Purchased at Face Amount and the Impact of Certain Key Terms of the Notes Will be Negatively Affected

     The cash settlement amount you will be paid for your notes on the call payment date or the stated maturity date, as the case
may be, will not be adjusted based on the issue price you pay for the notes. If you purchase notes at a price that differs from the
face amount of the notes, then the return on your investment in such notes held to the call payment date or the stated maturity
date will differ from, and may be substantially less than, the return on notes purchased at face amount. If you purchase your notes
at a premium to face amount and hold them to the call payment date or the stated maturity date the return on your investment in
the notes will be lower than it would have been had you purchased the notes at face amount or a discount to face amount. In
addition, the impact of the buffer level on the return on your investment will depend upon the price you pay for your notes relative
to face amount. For example, the buffer level, while still providing some protection for the return on the notes, will allow a greater
percentage decrease in your investment in the notes than would have been the case for notes purchased at face amount or a
discount to face amount.

                      Your Notes May Be Subject to an Adverse Change in Tax Treatment in the Future

    The Internal Revenue Service announced on December 7, 2007 that it is considering issuing guidance regarding the proper
U.S. federal income tax treatment of an instrument such as your notes that are currently characterized as pre-paid derivative
contracts, and any such guidance could adversely affect the tax treatment and the value of your notes. Among other things, the
Internal Revenue Service may decide to require the holders to accrue ordinary income on a current basis and recognize ordinary
income on payment at maturity, and could subject non-U.S. investors to withholding tax. Furthermore, in 2007,

                                                                 PS-11
Table of Contents

legislation was introduced in Congress that, if enacted, would have required holders that acquired instruments such as your notes
after the bill was enacted to accrue interest income over the term of such notes even though there may be no interest payments
over the term of such notes. It is not possible to predict whether a similar or identical bill will be enacted in the future, or whether
any such bill would affect the tax treatment of such notes. We describe these developments in more detail under “Supplemental
Discussion of Federal Income Tax Consequences” on page S-73 of the accompanying product supplement no. 1629. You should
consult your own tax adviser about this matter. Except to the extent otherwise provided by law, The Goldman Sachs Group, Inc.
intends to continue treating the notes for U.S. federal income tax purposes in accordance with the treatment described under
“Supplemental Discussion of Federal Income Tax Consequences” on page S-73 of the accompanying product supplement no.
1629 unless and until such time as Congress, the Treasury Department or the Internal Revenue Service determine that some
other treatment is more appropriate.

                                                                 PS-12
Table of Contents

                                                         THE UNDERLIER

     The EURO STOXX 50 ® Index, which we refer to as the underlier, is a capitalization-weighted index of 50 European blue-chip
stocks and was created by STOXX Limited, a joint venture among Deutsche Boerse AG, Dow Jones & Company, Inc. and SWX
Swiss Exchange. Publication of the underlier began on February 26, 1998, based on an initial index value of 1,000 at
December 31, 1991. The level of the underlier is disseminated on, and additional information about the index is published on, the
STOXX Limited website: http://www.stoxx.com. We are not incorporating by reference the website or any material it includes in
this pricing supplement. STOXX Limited is under no obligation to continue to publish the underlier and may discontinue publication
of the underlier at any time.

     The top ten constituent stocks of the underlier as of September 28, 2012, by weight, are: Total S.A. (5.87%), Sanofi (5.47%),
Siemens AG (4.42%), BASF SE (4.13%), Banco Santander S.A. (3.92%), Bayer AG (3.78%), SAP AG (3.49%), Anheuser-Busch
InBev N.V. (3.37%), ENI S.p.A. (3.12%) and Telefonica S.A. (2.83%); constituent weights may be found at
http://www.stoxx.com/download/indices/factsheets/sx5e_fs.pdf under “Factsheets and Methodologies” and are updated
periodically. We are not incorporating this website or any material included on such website into this pricing supplement.

     As of September 28, 2012, the seventeen industry sectors which comprise the underlier represent the following weights in the
index: Automobiles & Parts (5.20%), Banks (14.30%), Basic Resources (0.70%), Chemicals (10.00%), Construction & Materials
(2.70%), Food & Beverage (8.30%), Health Care (6.50%), Industrial Goods & Services (7.30%), Insurance (8.40%), Media
(1.40%), Oil & Gas (9.80%), Personal & Household Goods (3.70%), Real Estate (1.00%), Retail (2.10%), Technology (5.20%),
Telecommunications (6.00%) and Utilities (7.50%); industry weightings may be found at
http://www.stoxx.com/download/indices/factsheets/sx5e_fs.pdf under “Factsheets and Methodologies” and are updated
periodically. Percentages may not sum to 100% due to rounding. Sector designations are determined by the index sponsor using
criteria it has selected or developed. Index sponsors may use very different standards for determining sector designations. In
addition, many companies operate in a number of sectors, but are listed in only one sector and the basis on which that sector is
selected may also differ. As a result, sector comparisons between indices with different index sponsors may reflect differences in
methodology as well as actual differences in the sector composition of the indices.

     As of September 28, 2012, the nine countries which comprise the underlier represent the following weights in the index:
Belgium (3.40%), Finland (0.50%), France (35.10%), Germany (32.80%), Ireland (0.70%), Italy (7.70%), Luxembourg (0.70%),
Netherlands (6.90%) and Spain (12.20%); country weightings may be found at
http://www.stoxx.com/download/indices/factsheets/sx5e_fs.pdf under “Factsheets and Methodologies” and are updated
periodically.

    The above information supplements the description of the underlier found in the accompanying general terms supplement.
This information was derived from information prepared by the index sponsor, however, the percentages we have listed above are
approximate and may not match the information available on the index sponsor’s website due to subsequent corporation actions
or other activity relating to a particular stock. For more details about the underlier, the underlier sponsor and license agreement
between the underlier sponsor and the issuer, see “The Underliers — EURO STOXX 50 ® Index” on page S-58 of the
accompanying general terms supplement.

    The EURO STOXX 50 ® is the intellectual property of STOXX Limited, Zurich, Switzerland and/or its licensors (“Licensors”),
which is used under license. The securities or other financial instruments based on the index are in no way sponsored, endorsed,
sold or promoted by STOXX and its Licensors and neither STOXX nor its Licensors shall have any liability with respect thereto.

                                   Historical High, Low and Closing Levels of the Underlier

    The closing level of the underlier has fluctuated in the past and may, in the future, experience significant fluctuations. Any
historical upward or downward trend in the closing level of the underlier during any period shown below is not an indication that
the underlier is more or less likely to increase or decrease at any time during the life of your notes.

                                                               PS-13
Table of Contents

     You should not take the historical levels of the underlier as an indication of the future performance of the
underlier. We cannot give you any assurance that the future performance of the underlier or the underlier stocks will result in
your receiving an amount greater than the outstanding face amount of your notes on the stated maturity date. During the period
from January 1, 2007 through October 11, 2012, there were 966 24-month periods, the first of which began on January 1, 2007
and the last of which ended on October 11, 2012. In 470 of such 966 24-month periods the closing level of the underlier on the
final date of such period fell below 80.00% of the closing level of the underlier on the initial date of such period. Therefore, during
approximately 48.65% of such 24-month periods, if you had owned notes with terms similar to these notes, you may have
received less than the face amount of such notes at maturity. (We calculated these figures using fixed 24 -month periods and did
not take into account holidays or non-business days. Also, in calculating these figures we have assumed that the notes have not
been automatically called.)

    Neither we nor any of our affiliates make any representation to you as to the performance of the underlier. The actual
performance of the underlier over the life of the offered notes, as well as the amount payable at maturity, may bear little relation to
the historical levels shown below.

    The table below shows the high, low and final closing levels of the underlier for each of the four calendar quarters in 2009,
2010, 2011 and 2012 (through October 11, 2012). We obtained the closing levels listed in the table below from Bloomberg
Financial Services, without independent verification.

                                    Quarterly High, Low and Closing Levels of the Underlier

                                                                                    High                 Low                 Close
2009
Quarter ended March 31                                                                2,578.43             1,809.98            2,071.13
Quarter ended June 30                                                                 2,537.35             2,097.57            2,401.69
Quarter ended September 30                                                            2,899.12             2,281.47            2,872.63
Quarter ended December 31                                                             2,992.08             2,712.30            2,964.96
2010
Quarter ended March 31                                                                3,017.85             2,631.64            2,931.16
Quarter ended June 30                                                                 3,012.65             2,488.50            2,573.32
Quarter ended September 30                                                            2,827.27             2,507.83            2,747.90
Quarter ended December 31                                                             2,890.64             2,650.99            2,792.82
2011
Quarter ended March 31                                                                3,068.00             2,721.24            2,910.91
Quarter ended June 30                                                                 3,011.25             2,715.88            2,848.53
Quarter ended September 30                                                            2,875.67             1,995.01            2,179.66
Quarter ended December 31                                                             2,476.92             2,090.25            2,316.55
2012
Quarter ended March 31                                                                2,608.42             2,286.45            2,477.28
Quarter ended June 30                                                                 2,501.18             2,068.66            2,264.72
Quarter ended September 30                                                            2,594.56             2,151.54            2,454.26
Quarter ending December 31 (through October 11, 2012)                                 2,531.21             2,456.54            2,487.08

                                                                 PS-14
Table of Contents



      We have not authorized anyone to provide any information or to make
any representations other than those contained or incorporated by reference
in this pricing supplement, the accompanying product supplement, the
accompanying general terms supplement, the accompanying prospectus
supplement or the accompanying prospectus. We take no responsibility for,
and can provide no assurance as to the reliability of, any other information
that others may give you. This pricing supplement, the accompanying
product supplement, the accompanying general terms supplement, the
accompanying prospectus supplement and the accompanying prospectus is
an offer to sell only the notes offered hereby, but only under circumstances
and in jurisdictions where it is lawful to do so. The information contained in
                                                                                                       $
this pricing supplement, the accompanying product supplement, the
accompanying general terms supplement, the accompanying prospectus
supplement and the accompanying prospectus is current only as of the
respective dates of such documents.

                        TABLE OF CONTENTS
                          Pricing Supplement

                                                                                 The Goldman Sachs Group, Inc.




                                                                                 Autocallable Leveraged Buffered EURO STOXX 50
                                                                                 ® Index-Linked Medium-Term Notes, Series D, due




                                                                                        Goldman, Sachs & Co.
                                                            Page
Summary Information
                                                             PS-2
Hypothetical Examples                                        PS-5
Additional Risk Factors Specific to Your Notes               PS-9
The Underlier
                                                            PS-13

     Product Supplement No. 1629 dated August 24, 2012


Summary Information                                            S-1
Hypothetical Returns on the Underlier-Linked Autocallable
  Notes                                                       S-23
Additional Risk Factors Specific to the Underlier-Linked
  Autocallable Notes                                          S-50
General Terms of the Underlier-Linked Autocallable Notes      S-56
Use of Proceeds                                               S-71
Hedging
                                                              S-71
Supplemental Discussion of Federal Income Tax
  Consequences                                                S-73
Employee Retirement Income Security Act                       S-80
Supplemental Plan of Distribution
                                                              S-81

      General Terms Supplement dated August 24, 2012


Additional Risk Factors Specific to the Notes                  S-1
Supplemental Terms of the Notes
                                                              S-12
The Underliers                                                S-31
  Licenses                                                    S-32
  S&P 500 ® Index
                                                              S-32
  MSCI Indices                                                S-37
  Hang Seng China Enterprises Index                           S-44
  Russell 2000 ® Index
                                                              S-48
  FTSE ® 100 Index                                            S-54
  Euro STOXX 50 ® Index                                       S-58
  TOPIX
                                                              S-63
  The Dow Jones Industrial Average SM                         S-68
  The iShares ® MSCI Emerging Markets Index Fund              S-70

      Prospectus Supplement dated September 19, 2011

Use of Proceeds                                                S-2
Description of Notes We May Offer                              S-3
United States Taxation
                                                              S-25
Employee Retirement Income Security Act                       S-26
Supplemental Plan of Distribution                             S-27
Validity of the Notes
                                                              S-28

             Prospectus dated September 19, 2011


Available Information                                              2
Prospectus Summary
                                                                   4
Use of Proceeds                                                    8
Description of Debt Securities We May Offer                        9
Description of Warrants We May Offer                            33
Description of Purchase Contracts We May Offer                  48
Description of Units We May Offer
                                                                53
Description of Preferred Stock We May Offer                     58
The Issuer Trusts                                               65
Description of Capital Securities and Related Instruments
                                                                67
Description of Capital Stock of The Goldman Sachs Group, Inc.   88
Legal Ownership and Book-Entry Issuance                         92
Considerations Relating to Floating Rate Debt Securities
                                                                97
Considerations Relating to Securities Issued in Bearer Form     98
Considerations Relating to Indexed Securities                   102
Considerations Relating to Securities Denominated or Payable
  in or Linked to a Non-U.S. Dollar Currency                    105
Considerations Relating to Capital Securities                   108
United States Taxation                                          112
Plan of Distribution
                                                                135
Conflicts of Interest                                           137
Employee Retirement Income Security Act                         138
Validity of the Securities
                                                                139
Experts                                                         139
Review of Unaudited Condensed Consolidated Financial
  Statements by Independent Registered Public Accounting
  Firm                                                          139
Cautionary Statement Pursuant to the Private Securities
  Litigation Reform Act of 1995                                 140

								
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